A short elementary proof of the Lagrange multiplier theorem

A short elementary proof of the Lagrange multiplier theorem

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Article ID: iaor20127285
Volume: 6
Issue: 8
Start Page Number: 1597
End Page Number: 1601
Publication Date: Dec 2012
Journal: Optimization Letters
Authors: , ,
Keywords: Lagrangian function
Abstract:

We present a short elementary proof of the Lagrange multiplier theorem for equality‐constrained optimization. Most proofs in the literature rely on advanced analysis concepts such as the implicit function theorem, whereas elementary proofs tend to be long and involved. By contrast, our proof uses only basic facts from linear algebra, the definition of differentiability, the critical‐point condition for unconstrained minima, and the fact that a continuous function attains its minimum over a closed ball.

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